+926.4%
XOM vs EW
+8,331.5%
-7,405.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +2.8% | +4.9% | -2.1% | +2.0% |
| 30D | -3.6% | +23.9% | -27.6% | -7.3% |
| 3M | +8.2% | +15.8% | -7.5% | +5.2% |
| 6M | +14.0% | +31.7% | -17.6% | +8.1% |
| YTD | +44.6% | +25.7% | +18.9% | +37.7% |
| 1Y | +47.8% | +24.4% | +23.3% | +40.9% |
| 3Y | +79.6% | +65.9% | +13.7% | +57.0% |
| 5Y | +214.3% | -7.6% | +221.9% | +201.6% |
| 10Y | +204.0% | +253.2% | -49.2% | +119.2% |
| All | +926.4% | +8,331.5% | -7,405.1% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling